Get Relevant Stock Index

lorenzo.cerreta

How do I get the relevant stock index closing price starting from a Ultimate Parent Id in order to get Abnormal Returns? Is there a field I can add that I am unable to find on DIB?

bonds, err = ek.get_data(
    identifiers,
    ['TR.ClosePrice.date', 'TR.ClosePrice'],
    {'SDate': starting_date,
     'EDate': ending_date})

chavalit-jintamalit

Hi @lorenzo.cerreta

I am not sure of the "relevant" meaning but if you mean peers of a stock.

You can use PEERS() function on ADC.

Here is an example to get list of peers of "PTT.BK":

lorenzo.cerreta

Thanks for the reply. What I mean is that if the parent ID is listed in the USA, I would like to get the S&P500 closing prices or even simply '#0.SPX', so that I can get the prices from the right code.

I would like to get it automatically because I need to do the same for many companies listed in

['Australia', 'Austria', 'Belgium', 'Bermuda', 'Brazil', 'Canada',       'Cayman Islands', 'Chile', 'China (Mainland)', 'Colombia', 'Denmark',       'Finland', 'France', 'Germany', 'Hong Kong', 'India', 'Italy', 'Japan',       'Lithuania', 'Luxembourg', 'Mexico', 'Morocco', 'Netherlands',       'New Zealand', 'Nigeria', 'Norway', 'Peru', 'Philippines', 'Portugal',       'Singapore', 'South Africa', 'South Korea', 'Spain', 'Sweden',       'Switzerland', 'Taiwan', 'Thailand', 'Turkey', 'United Arab Emirates',       'United Kingdom', 'United States']

and I don't know the right index (nor the right code required by Refinitiv) for them.

lorenzo.cerreta

Thanks for the reply. What I mean is that if the parent ID is listed in the USA, I would like to get the S&P500 closing prices or even simply '#0.SPX', so that I can get the prices from the right code.

I would like to get it automatically because I need to do the same for many companies listed in

  ['Australia', 'Austria', 'Belgium', 'Bermuda', 'Brazil', 'Canada',       'Cayman Islands', 'Chile', 'China (Mainland)', 'Colombia', 'Denmark',       'Finland', 'France', 'Germany', 'Hong Kong', 'India', 'Italy', 'Japan',       'Lithuania', 'Luxembourg', 'Mexico', 'Morocco', 'Netherlands',       'New Zealand', 'Nigeria', 'Norway', 'Peru', 'Philippines', 'Portugal',       'Singapore', 'South Africa', 'South Korea', 'Spain', 'Sweden',       'Switzerland', 'Taiwan', 'Thailand', 'Turkey', 'United Arab Emirates',       'United Kingdom', 'United States']

and I don't know the right index (nor the right code required by Refinitiv) for them

chavalit-jintamalit

Hi @lorenzo.cerreta

I think you have to have your own mapping.

I found this TR.MemberIndexRic field from Data Item Browser.

But a RIC can be a member of multiple indexes.